PCA Index Dashboard Examples

This script was last run at 2024-03-21 19:51:09.263019+00:00 (UTC)
In US/Central Time, this is 2024-03-21 14:51:09.263019-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897164	-0.475079	0.085982	-0.008372	0.545424	0.254567
1997-01-03	-0.885454	-0.475079	-0.155818	0.007140	0.745003	0.205407
1997-01-06	-0.881551	-0.475079	-0.064391	-0.016128	0.777880	0.269352
1997-01-07	-0.881551	-0.454256	-0.129352	-0.047153	0.837506	0.382971
1997-01-08	-0.893261	-0.454256	-0.022287	-0.085934	0.785542	0.496198
...	...	...	...	...	...	...
2024-03-14	-0.862036	-1.474591	-0.724828	1.760045	0.887724	0.499575
2024-03-15	-0.858133	-1.495414	-0.723626	1.690239	0.831737	0.578866
2024-03-18	-0.869842	-1.474591	-0.733249	1.651458	0.714449	0.682736
2024-03-19	-0.881551	-1.464179	-0.794601	1.659214	0.739024	0.558646
2024-03-20	-0.865939	-1.401710	-0.888434	1.659214	0.828192	0.558646

7191 rows × 6 columns

pc1

DATE
1997-01-02   -0.577920
1997-01-03   -0.684069
1997-01-06   -0.666972
1997-01-07   -0.703348
1997-01-08   -0.673017
                ...   
2024-03-14   -1.593710
2024-03-15   -1.581869
2024-03-18   -1.565047
2024-03-19   -1.572756
2024-03-20   -1.596820
Name: PC1, Length: 7191, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()